DEmpirical RV
Discrete Empirical Random Variable. Randomly selects from the supplied values in the value array according to the supplied CDF array. The CDF array must have valid probability elements and last element equal to 1. Every element must be greater than or equal to the previous element in the CDF array. That is, monotonically increasing.
Parameters
array to select from
the cumulative probability associated with each element of array
the random number stream number, defaults to 0, which means the next stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
an optional name
Constructors
Secondary constructor for the DEmpiricalRV class. This constructor initializes the object using a list of ProbPoint
instances, representing the possible values and their associated probabilities, as well as their cumulative probabilities.
Secondary constructor for the DEmpiricalRV class, allowing initialization using a histogram and optional parameters.
Properties
Provides a copy of the cumulative distribution function (CDF) array associated with the discrete empirical random variable. The CDF represents the cumulative probabilities corresponding to the defined probability points and values of the random variable.
Represents a list of ProbPoint
objects that encapsulates the value, probability, and cumulative probability information for a discrete empirical random variable.
Retrieves a copy of the internal array of values associated with the empirical random variable.